Immediate price impact of a stock and its warrant: Power-law or logarithmic...
Based on the order flow data of a stock and its warrant, the immediate price impacts of market orders are estimated by two competitive models, the power-law model (PL model) and the logarithmic model...
View ArticleTime-varying return predictability in the Chinese stock market....
China's stock market is the largest emerging market all over the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear...
View ArticleWeekly Top 5 Papers â November 14, 2016
1. Trump University and Presidential Impeachment by Christopher Peterson (University of Utah – S.J. Quinney College of Law)read more...
View ArticleTop Stocks 2017: A Sharebuyer's Guide to Leading Australian Companies
Top Stocks 2017 is your expert guide to the Australian sharemarket. Now in its 23rd edition, this book represents the benchmark standard of rigorous analysis and stringent selection to give you the...
View ArticleShenzhen Stock Exchange Market Bulletin 14 November, 2016, Issue 38
According to a report jointly published by the National Bureau of Statistics (NBS), the Ministry of Science and Technology and the Ministry of Finance, China's research and development (R&D)...
View ArticleQatar Stock Exchange: The MSCI Index Review
MSCI announced the result of the periodical review. For the Companies listed at QSE The outcome of the review is as follows:read more...
View ArticleDGCX Welcomes ICBC As A Clearing And Settlement Bank
Dubai Gold & Commodities Exchange (DGCX) today announced that Industrial and Commercial Bank of China Limited (ICBC), the world’s largest bank, has joined as a Settlement Bank for Dubai Commodities...
View ArticleESMA Defines Common Supervisory Approach For CCPsâ Service Extensions...
The European Securities and Markets Authority (ESMA) has issued today an opinion defining a common supervisory approach for supervisors dealing with central counterparties (CCPs) wishing to extend...
View ArticleCME Group Announces Sir Tim Berners-Lee As The 2016 Melamed-Arditti...
CME Group's Center for Innovation today announced that Sir Tim Berners-Lee, inventor of the World Wide Web and Founding Director, World Wide Web Foundation, is the 12threcipient of the CME Group...
View ArticleSIFMA Statement On SEC Chair Mary Jo Whiteâs Departure Announcement
SIFMA today issued the following statement from Kenneth E. Bentsen, Jr., SIFMA president and CEO, on SEC Chair Mary Jo White’s announced departure plans:read more...
View ArticleSIFMAâs Board Of Directors Announces Newly Elected Officers
The Board of Directors of SIFMA announced that it has elected several directors to leadership positions on the Board for 2017. The new principal officers include:read more...
View ArticleCUSIP Data Forecasts Surge In U.S. Corporate And Muni Debt Issuance -...
CUSIP Global Services (CGS) today announced the release of its CUSIP Issuance Trends Report for October 2016. The report, which tracks the issuance of new security identifiers as an early indicator of...
View ArticleIPC To Offer Connexus® Cloud Customers Secure, Seamless, Global...
IPC, a leading global provider of secure, compliant communications and networking solutions for the financial markets community, today announced the expansion of its relationship with Equinix. IPC has...
View ArticlePodcast episodes for economics classes
Here are some great podcast episodes for economic classes. Â I use them (either reference them or make them available to my students). Â Remember, my linking to them is not an endorsement of everything...
View ArticleProduction and Maintenance Optimization Problems: Logistic Constraints and...
This book focuses on industrial constraints such as subcontracting, warranty, and quality in manufacturing and logistic fields and gives new integrated maintenance strategies. It presents new...
View ArticleTestimony On âExamining The SECâs Agenda, Operations, And FY 2018...
Chairman Hensarling, Ranking Member Waters, and Members of the Committee:read more...
View ArticleFIA: October 2016 SEF Tracker Now Available Online
Total trading volume on SEFs averaged $419.0 billion per day during the month of October, with a decrease of 13.6% from the previous month and 1.9% from October 2015. Please click the links below to...
View ArticleTehran Stock Exchange Lists A New ETF
TSE lists a new fixed-income ETF (Kian).read more...
View ArticleEBA Consults On Guidelines For The Application Of The IRB Approach
The European Banking Authority (EBA) launched today a consultation on its draft Guidelines on the estimation of risk parameters for non-defaulted exposures, namely of the probability of default (PD)...
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